MS-DOS formatted floppies are limited to filenames with 8+3 characters. Probably some of the files inside the drawer got truncated to 8+3 characters, so when you run the game it can't find the files it needs.
You should copy the .lha file you downloaded on to the disk and extract it on the Amiga. That way the filenames will be preserved.
EDIT: Actually, C= were more forward thinking than a lot of other computer manufacturers at the time. Remember - the Amiga can read PC disks, but the PC can't read Amiga disks! :-)
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moto